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Bentley Systems Inc (Symbol: BSY) launched new options today for expiration in January 2026, including a put contract at a $50.00 strike price with a current bid of 85 cents. Investors selling this contract would effectively buy BSY stock at $50.00, yielding a cost basis of $49.15, reflecting a 4% discount from its current trading price of $52.22. The odds of the put contract expiring worthless are estimated at 64%.
Additionally, a call contract at a $55.00 strike price has a current bid of 75 cents. If an investor purchases BSY shares at $52.22 and sells this call, they would commit to selling at $55.00, translating into a potential total return of 6.76% if the stock price reaches the strike by January 2026. The probability of this call expiring worthless is around 57%.
The implied volatility for the put contract is 35%, while the call contract reflects 36%. The actual trailing twelve-month volatility is calculated at 28%.
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